Combined line search failed for a reasonable sized problem

[xinwang0312]

The ECOS fails to converge on the following problem, which indicates Combined line search failed :

Could someone take a look and see what is going on? Thanks in advance.

Environment: I'm using CVXPY 1.1.7, ECOS '2.0.7.post1', numpy 1.19.1, python 3.7.5

Following code can be used to reproduce the problem. A and b can be found in the attachement

import numpy as np
import cvxpy as cp


with open('A.npy', 'rb') as f:
    A = np.load(f)
with open('b.npy', 'rb') as f:
    b = np.load(f)
c = np.array([1786.03738998, 2497.91283978, 2450.9590043, 1065.90899866,
              324.45631275, 3588.97920863])
d = 15.620850726403056

m, n = A.shape
x = cp.Variable(n, nonneg=True)
obj_func = c @ x
constraints = [cp.log_sum_exp(A @ x + b) <= d]

prob = cp.Problem(cp.Minimize(obj_func), constraints)
prob.solve(solver=cp.ECOS, verbose=True)

Error message

ECOS 2.0.7 - (C) embotech GmbH, Zurich Switzerland, 2012-15. Web: www.embotech.com/ECOS
It     pcost       dcost      gap   pres   dres    k/t    mu     step   sigma     IR    |   BT
 0  +0.000e+00  +1.550e+04  +1e+04  9e-01  1e+00  1e+00  1e+00    ---    ---    0  0  - |  -  - 
 1  -1.122e+03  +1.436e+04  +9e+03  9e-01  1e+00  1e+00  7e-01  0.4498  4e-01   1  1  1 |  0  0
 2  -3.114e+03  +1.234e+04  +9e+03  9e-01  1e+00  1e+00  7e-01  0.0066  1e+00   1  1  3 |  0  0
 3  -5.784e+03  +9.575e+03  +9e+03  1e+00  1e+00  1e+00  7e-01  0.1019  7e-01   1  1  1 |  0  0
 4  -6.815e+03  +8.465e+03  +9e+03  1e+00  1e+00  1e+00  7e-01  0.0691  7e-01   1  1  1 |  0  0
 5  -7.309e+03  +7.821e+03  +9e+03  1e+00  1e+00  1e+00  7e-01  0.0681  7e-01   1  1  1 |  0  0
 6  -3.765e+03  +7.239e+03  +7e+03  7e-01  6e-01  1e+00  5e-01  0.9304  7e-01   1  1  1 |  0  0
 7  -1.476e+03  +2.683e+03  +2e+03  3e-01  2e-01  5e-01  2e-01  0.7833  7e-02   1  1  1 |  0  1
 8  -6.521e+02  +1.144e+03  +8e+02  1e-01  9e-02  2e-01  7e-02  0.6266  3e-02   1  1  1 |  1  2
 9  -1.577e+02  +2.797e+02  +2e+02  2e-02  2e-02  6e-02  2e-02  0.7833  2e-02   1  1  1 |  1  1
10  -6.850e+01  +1.135e+02  +8e+01  1e-02  9e-03  3e-02  7e-03  0.6266  6e-02   1  1  1 |  2  2
11  -1.547e+01  +2.679e+01  +2e+01  2e-03  2e-03  7e-03  1e-03  0.7833  1e-02   1  1  1 |  1  1
12  -6.676e+00  +1.131e+01  +7e+00  1e-03  9e-04  3e-03  6e-04  0.6266  5e-02   1  1  1 |  2  2
13  -4.070e+00  +3.127e+00  +2e+00  4e-04  4e-04  2e-03  2e-04  0.9791  3e-01   1  1  1 |  5  0
14  -1.650e+00  +1.821e+00  +9e-01  2e-04  2e-04  1e-03  7e-05  0.6266  7e-02   1  1  2 |  2  2
15  -3.500e-01  +1.368e+00  +3e-01  1e-04  1e-04  6e-04  2e-05  0.9548  3e-01   1  2  2 |  5  0
16  +3.048e-01  +1.243e+00  +1e-01  7e-05  6e-05  4e-04  8e-06  0.6266  1e-01   1  2  2 |  2  2
17  +9.596e-01  +1.620e+00  +5e-02  5e-05  4e-05  3e-04  4e-06  0.6266  2e-01   2  2  2 |  3  2
18  +2.901e+00  +3.475e+00  +2e-02  4e-05  4e-05  4e-04  1e-06  0.9791  4e-01   2  3  2 |  5  0
19  +9.882e+01  +9.965e+01  +5e-04  1e-04  6e-05  2e-02  4e-08  0.9716  1e-04   2  3  3 |  0  0
20  +1.003e+03  +1.012e+03  +1e-04  1e-03  5e-04  1e+00  1e-08  0.6726  4e-02   3  3  3 |  0  0
21  +3.296e+02  +3.331e+02  +6e-05  2e-04  1e-04  2e+00  4e-09  0.9791  4e-01   4  3  3 |  0  0
22  +9.174e+02  +9.263e+02  +2e-05  2e-04  1e-04  7e+00  1e-09  0.7242  3e-02   3  3  3 |  0  0
23  +1.155e+03  +1.163e+03  +2e-05  2e-04  1e-04  7e+00  1e-09  0.0525  7e-01   4  3  3 |  1 12
24  +1.233e+03  +1.241e+03  +2e-05  2e-04  1e-04  6e+00  1e-09  0.0309  9e-01   4  3  3 |  9 14
25  +1.253e+03  +1.261e+03  +2e-05  2e-04  1e-04  6e+00  1e-09  0.0101  1e+00   4  3  3 | 16 19
26  +1.256e+03  +1.264e+03  +2e-05  2e-04  1e-04  6e+00  1e-09  0.0021  1e+00   4  3  3 | 24 26
27  +1.257e+03  +1.265e+03  +2e-05  2e-04  1e-04  6e+00  1e-09  0.0004  1e+00   4  3  3 | 31 33
28  +1.257e+03  +1.265e+03  +2e-05  2e-04  1e-04  6e+00  1e-09  0.0001  1e+00   4  3  3 | 40 42
29  +1.257e+03  +1.265e+03  +2e-05  2e-04  1e-04  6e+00  1e-09  0.0000  1e+00   4  3  3 | 48 50
30  +1.257e+03  +1.265e+03  +2e-05  2e-04  1e-04  6e+00  1e-09  0.0000  1e+00   4  3  3 | 56 57
31  +1.257e+03  +1.265e+03  +2e-05  2e-04  1e-04  6e+00  1e-09  0.0000  1e+00   3  3  3 | 74 75
32  +1.257e+03  +1.265e+03  +2e-05  2e-04  1e-04  6e+00  1e-09  0.0000  1e+00   4  3  3 | 85 87
Combined backtracking failed 0 0 86 4 sigma 1
Combined line search failed, recovering best iterate (17) and stopping.
NUMERICAL PROBLEMS (reached feastol=4.8e-05, reltol=2.9e-02, abstol=4.7e-02).
Runtime: 0.300036 seconds.

A_b.zip

[rileyjmurray]

Take a look at my comment on #177.